Title :
Convergence properties of Riccati equation solutions
Author :
Anderson, Brian ; Moore, James
Author_Institution :
University of Newcastle, Newcastle, New South Wales, Australia
fDate :
12/1/1968 12:00:00 AM
Abstract :
Existence results are developed for Riccati equations. In particular, it is shown that the existence of one solution to a Riccati equation implies the existence of a whole family of solutions whose initial condition lies in a cone determined by the initial condition associated with the known solution.
Keywords :
Riccati equations; Amplitude estimation; Australia; Automatic control; Automation; Control systems; Filters; Nonlinear control systems; Nonlinear equations; Riccati equations; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1968.1099051
